4 ms·
It looks like you're referring to the (equivalent) polar form. I'm using the 'Basic Form'. http://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform#Basic_form
by nepstein 12y ago
It looks like you're referring to the (equivalent) polar form. I'm using the 'Basic Form'.
http://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform#Basic_form http://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform#Ba...
- _raoulcousins 12y agoThat was a fast delete! I was trying to reply that the form in your code is detailed in the excellent book Simulation Modeling and Analysis by Law (previous editions by Law and Kelton. I'm sure there's a story there...)